+153.3%
CNC vs RF
+248.4%
-95.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | +4.0% | +0.3% | +3.7% | +3.9% |
| 30D | +7.4% | +6.2% | +1.2% | +5.7% |
| 3M | +5.4% | -7.8% | +13.3% | +7.8% |
| 6M | +25.4% | +5.9% | +19.5% | +23.3% |
| YTD | +70.6% | +9.0% | +61.5% | +65.9% |
| 1Y | +104.9% | +19.3% | +85.7% | +94.6% |
| 3Y | -2.3% | +116.4% | -118.8% | -24.7% |
| 5Y | -6.5% | +46.0% | -52.5% | -21.1% |
| 10Y | +153.3% | +239.8% | -86.5% | +57.1% |
| All | +153.3% | +248.4% | -95.1% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling